|Title:||Mathematical Statistics II|
|Course Assistant(s):||Yongrui Chen|
|Class Schedule:||Sec 01: TR 9:30 AM-10:50 AM inJones 226|
|Description:||This course continues the development of Mathematical Statistics, with an emphasis on hypothesis testing. Topics include comparison of Bayesian and frequentist hypothesis testing; admissibility of Bayes’ rules; confidence and credible sets; likelihood ratio tests and their asymptotics; Bayes factors; methods for assessing predictions for normal means; shrinkage and thresholding methods; sparsity; shrinkage as an example of empirical Bayes; multiple testing and false discovery rates; Bayesian approach to multiple testing; sparse linear regressions (subset selection and LASSO, proof of estimation errors for LASSO, Bayesian perspective of sparse regressions); and Bayesian model averaging.
Prerequisite(s): STAT 24500 or STAT 30100